Options Pricing – Binomial Trees – Pricing Sudden death Options – Down and in call options
3 mins read Pricing Down-and-in call options This is a knock in barrier option. The option comes into existent only after the underlying’s
3 mins read Pricing Down-and-in call options This is a knock in barrier option. The option comes into existent only after the underlying’s
2 mins read Pricing Down-and-out call options This is a knock out barrier option. The option “dies” when the underlying’s price crosses a
2 mins read Pricing Capped Calls with Automatic Exercise A capped call with automatic exercise is an option where the payoff is capped at
< 1 min read European Put The procedure to be followed for pricing a European put option is the same except that in Step
2 mins read Pricing American Call Option Assume the same parameters used for pricing for the European call. The adjustment will be made
3 mins read European Call Option – Spreadsheet Implementation of Binomial Tree The problem with the traditional method of constructing the binomial tree